Trading volume in financial markets: An introductory review

Author:

Duarte Queirós Sílvio M.

Funder

FAPERJ

CNPq

Publisher

Elsevier BV

Subject

General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics

Reference111 articles.

1. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,1999

2. Bouchaud JP, Potters M. Theory of Financial Risks: From Statistical Physics to Risk Management, Cambridge: Cambridge University Press; 2000; Dacorogna M, Gençay R, Müller U, Olsen R, Pictet O. An Introduction to High-Frequency Finance, London: Academic Press; 2001; Empirical Science of Financial Fluctuations: The Advent of Econophysics, in: Takayasu H (Ed.), Berlin: Springer-Verlag; 2002; Voit J, The Statistical Mechanics of Financial Markets, Berlin: Springer-Verlag, 2003; Duarte Queirós SM, Anteneodo C, Tsallis C. Power-law distributions in economics: a nonextensive statistical approach, in: Noise and Fluctuations in Econophysics and Finance, in: Abbot D, Bouchaud JP, Gabaix X, McCauley JL (Eds.), Proc. of SPIE 5848 (2005) 151.

3. Past and Future of the Euro-Money Market

4. The Relation Between Price Changes and Trading Volume: A Survey

5. Trading Volume, Information Asymmetry, and Timing Information

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